Description
Quant Analyst - Long term
A financial client I am working closely with are urgently seeking for a Linear Rates Quant
The ideal candidate has a degree in a quantitative subject: maths, physics, engineering, statistics etc. A post-graduate education level (PhD or equivalent) is desirable.
Project: Ibor transition - validate incorporation of the following into XVA, PFE and KRC models
- new RFR based products and features
- new RFR based yield curve constructs
- new simulation modelling parameters and methods
Ideal Requirements
- At least 4 years XVA/PFE or IMM validation experience
- At least 8 years model validation experience, including pricing models
- Pragmatic, commercial attitude and communication skills
- A solid quantitative background
- Python programming
CV will only be considered with the above.
Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.
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Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy